+5.3%
MDLZ vs ALM
+901.8%
-896.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.0% | -7.2% | +6.2% | -1.1% |
| 30D | +7.9% | -26.4% | +34.3% | +7.7% |
| 3M | +8.9% | -38.6% | +47.5% | +8.5% |
| 6M | +10.5% | -61.0% | +71.5% | +10.3% |
| YTD | +27.1% | -7.4% | +34.5% | +25.6% |
| 1Y | +20.9% | +14.0% | +7.0% | +19.2% |
| All | +5.3% | +901.8% | -896.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling